Measuring the Rarely Visited Sites of Brownian Motion
The Law of the Iterated Logarithm over a Stationary Gaussian Sequence of Random Vectors
On the Central Limit Theorem for Nonuniform φ-Mixing Random Fields
Exponential Convergence in Probability for Empirical Means of Brownian Motion and of Random Walks
Local Asymptotic Normality for Linear Homogeneous Difference Equations with Non-Gaussian Noise
Small Ball Estimates for Gaussian Processes under Sobolev Type Norms
Critical Dimensions for the Existence of Self-Intersection Local Times of the N-Parameter Brownian Motion in R d 1
First Hitting Times for Some Random Walks on Finite Groups
A Compact Law of the Iterated Logarithm for Random Vectors in the Generalized Domain of Attraction of the Multivariate Gaussian Law
Large and Moderate Deviations for Random Walks on Nilpotent Groups
Precise Asymptotics in Spitzer's Law of Large Numbers
Sample Covariance Matrix for Random Vectors with Heavy Tails
Dirichlet Forms on Totally Disconnected Spaces and Bipartite Markov Chains1
Multivariate Sampling and the Estimation Problem for Exchangeable Arrays